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增加cta模块优化参数时传入固定参数的功能

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This commit is contained in:
chenxy123 2016-11-22 21:35:49 +08:00
parent 5eaefd0537
commit bef9248e7e
1 changed files with 8 additions and 3 deletions
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11
vn.trader/ctaAlgo/ctaBacktesting.py
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@ -764,6 +764,7 @@ class BacktestingEngine(object):
# 多进程优化，启动一个对应CPU核心数量的进程池 # 多进程优化，启动一个对应CPU核心数量的进程池
pool = multiprocessing.Pool(multiprocessing.cpu_count()) pool = multiprocessing.Pool(multiprocessing.cpu_count())
l = [] l = []
for setting in settingList: for setting in settingList:
l.append(pool.apply_async(optimize, (strategyClass, setting, l.append(pool.apply_async(optimize, (strategyClass, setting,
targetName, self.mode, targetName, self.mode,
@ -817,10 +818,14 @@ class OptimizationSetting(object):
self.optimizeTarget = '' # 优化目标字段 self.optimizeTarget = '' # 优化目标字段
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def addParameter(self, name, start, end, step): def addParameter(self, name, start, end=None, step=None):
"""增加优化参数""" """增加优化参数"""
if end <= start: if end is None and step is None:
print u'参数起始点必须小于终止点' self.paramDict[name] = [start]
return
if end < start:
print u'参数起始点必须不大于终止点'
return return
if step <= 0: if step <= 0: